+113.1%
ADI vs MDLZ
-2.8%
+115.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +1.3% | +1.7% | -0.3% | +1.2% |
| 30D | -6.0% | +1.1% | -7.1% | -6.1% |
| 3M | -7.7% | -1.8% | -5.9% | -7.3% |
| 6M | +14.0% | +12.3% | +1.7% | +11.5% |
| YTD | +34.4% | +18.0% | +16.4% | +30.1% |
| 1Y | +48.0% | +3.8% | +44.2% | +46.3% |
| All | +113.1% | -2.8% | +115.9% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling